A stochastic approximation ECME algorithm to semi-parametric scale mixtures of centred skew normal regression models

DOI10.1007/S11222-023-10223-5zbMath1516.62010MaRDI QIDQ6171792

Juvêncio Santos Nobre, Caio Lucidius Naberezny Azevedo, João Victor B. de Freitas

Publication date: 18 July 2023

Published in: Statistics and Computing (Search for Journal in Brave)

zbMATH Keywords

frequentist inferencecentred parametrizationsemiparametric regression modelsadditive partially linear modelsscale mixture of skew-normal

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Stochastic approximation (62L20)

Related Items (1)

Scale mixtures of multivariate centered skew-normal distributions

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